+171.1%
SLV vs MOD
+911.6%
-740.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.5% |
| 7D | +5.1% | -25.5% | +30.6% | +6.9% |
| 30D | -12.9% | -49.0% | +36.1% | -9.1% |
| 3M | -16.1% | -49.8% | +33.7% | -12.4% |
| 6M | -33.2% | -64.8% | +31.6% | -28.9% |
| YTD | -27.2% | -27.6% | +0.4% | -25.7% |
| 1Y | +7.6% | -35.2% | +42.8% | +10.4% |
| 3Y | +122.3% | +137.1% | -14.8% | +110.4% |
| 5Y | +109.7% | +760.3% | -650.6% | +84.6% |
| All | +171.1% | +911.6% | -740.5% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling